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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Malik, Farooq"
~subject:"ARCH model"
~type_genre:"Article in journal"
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ARCH model
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106
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65
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Caporale, Guglielmo Maria
Malik, Farooq
Ma, Feng
65
McAleer, Michael
49
Gupta, Rangan
45
Bouri, Elie
35
Zhang, Yaojie
33
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31
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Hafner, Christian M.
21
Nguyen, Duc Khuong
21
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20
Zakoïan, Jean-Michel
20
Caporin, Massimiliano
19
Floros, Christos
19
Teräsvirta, Timo
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18
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18
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International review of economics & finance : IREF
4
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2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
30
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1
Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.
;
Malik, Farooq
;
Payne, James E.
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
Saved in:
2
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
3
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
4
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
5
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
6
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
7
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
8
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
9
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
Saved in:
10
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
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